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st: Outlier diagnostics for tobit (postestimation)

Subject   st: Outlier diagnostics for tobit (postestimation)
Date   Thu, 18 Oct 2012 21:44:46 +0200

Dear All,

I hope someone can help me with the following question on regression diagnostics for tobit. So far I've only used regress and for outlier diagnostics normally cooksd, rstudent and dfbeta. As these are not available for tobit postestimation I wondered if anything comparable exists for tobit that I could use (and have not found so far). As I deal with a two-limit tobit, I am mainly interested in outliers of the independent variables (i.e., cooksd and dfbeta).

If nothing exists, would it be possible (only for regression diagnostic purposes) to just fit OLS and use postestimation tools thereafter instead of after tobit?

Due to the large dataset graphical solutions do not work. I use Stata 10 (Stata/SE 10.1 for Windows, Born 01 Oct 2009).

Thanks in advance!
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